England completely dominated the one-day series after losing the Test series 2-1 in August.
However they were denied the chance to claim a historic 5-0 series win by the weather at Cardiff on Wednesday, as rain allowed just three overs of play.
Experienced South African internationals Jacques Kallis, Herschelle Gibbs and Makhaya Ntini all endured a difficult limited-overs series.
Gibbs was the only batsman to lose his wicket on Wednesday, falling for just three to complete a disappointing series.
Arthur conceded that it may be time for a change of direction in one-day cricket.
He said: "I'm going to take a couple of weeks to go away and reflect and then come to those selection decisions.
"We have got five one-dayers at the end of October, early November against Kenya and Bangladesh which will give us a good base to start from with a young new side.
"We'll look at the squad composition closer to the time.
"We were missing some key personnel and we are trying to identify a brand of cricket to play in one day cricket and then identify players to pick to play that kind of brand."
South Africa's lacklustre contribution at the end of the summer took some of the gloss off their first Test series win in England since 1965.
Arthur admitted he had put too much emphasis on winning the Tests although he denied the one-day series had deflated his squad.
He said: "We compartmentalised the two series which were played by slightly different sides.
"We had goals and objectives set for our Test team which I think we conquered. The one-day series we always knew was going to be a bit of a struggle.
"We were disappointed about the one day series but very excited about what we achieved in the Tests.
"The one thing I would criticise myself about on this tour was putting too much emphasis on winning the Test series. When we won it we felt we had achieved our goal."